Can't send email on iMac

I just purchased a new iMac and can not send email through Mac mail. I can receive mail, and can send mail through the cpanel webmail, but not directly from the computer. The email disappears when I click the "send" icon, but there's no "whoosh" sound and it doesn't appear in the sent folder. I've tried changing my password, deleting and adding my account, changing the port and server settings,etc. Please help!